Overview
- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Mathematics (LNM, volume 1869)
Part of the book sub series: École d'Été de Probabilités de Saint-Flour (LNMECOLE)
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Table of contents (2 chapters)
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Front Matter
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Back Matter
Keywords
About this book
This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July 6-23, 2003). Amir Dembo’s course is devoted to recent studies of the fractal nature of random sets, focusing on some fine properties of the sample path of random walk and Brownian motion. In particular, the cover time for Markov chains, the dimension of discrete limsup random fractals, the multi-scale truncated second moment and the Ciesielski-Taylor identities are explored. Tadahisa Funaki’s course reviews recent developments of the mathematical theory on stochastic interface models, mostly on the so-called \nabla \varphi interface model. The results are formulated as classical limit theorems in probability theory, and the text serves with good applications of basic probability techniques.
Bibliographic Information
Book Title: Lectures on Probability Theory and Statistics
Book Subtitle: Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003
Editors: Jean Picard
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/b136622
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2005
Softcover ISBN: 978-3-540-26069-1Published: 03 November 2005
eBook ISBN: 978-3-540-31537-7Published: 26 November 2005
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: VIII, 286
Number of Illustrations: 40 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Measure and Integration, Potential Theory, Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences, Partial Differential Equations